Asymptotically Optimal Design Points for Rejection Algorithms
Very fast automatic rejection algorithms were developed recently which allow to generate random variates from large classes of unimodal distributions. They require the choice of several design points which decompose the domain of the distribution into small sub-intervals. The optimal choice of these...
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
2005
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| Online Access: | http://epub.wu.ac.at/234/1/document.pdf |